variety of test statistics as functions of eight mutually independent random variables and two nuisance parameters. The … plus or minus one. This makes it impossible to perform reliable inference near the point at which the limit is ill …-defined. Several bootstrap procedures are proposed. They alleviate the problem and allow reliable inference when the instruments are …

getting larger. When we use very large datasets, it can be dangerous to rely on standard methods for statistical inference. In …

We provide a finite sample inference method for the structural parameters of a semiparametric binary response model … under a conditional median restriction originally studied by Manski (1975, 1985). Our inference method is valid for any … to the lack of a continuously distributed covariate with large support. Our inference approach exploits distributional …

This paper introduces a bootstrap-based inference method for functions of the parameter vector in a moment (in …. Our inference method controls asymptotic size uniformly over a large class of data distributions. The current literature … inference. Relative to projection-based procedures, our method presents three advantages: (i) it weakly dominates in terms of …

Using Monte Carlo experiments, we examine the performance of Indirect Inference tests of DSGE models, usually versions … of the Smets-Wouters New Keynesian model of the US postwar period. We compare these with tests based on direct inference … substantial so that a false model will tend to be rejected by all three; but that the power of the indirect inference tests are by …

This paper surveys some of the recent literature on inference in partially identified models. After reviewing some … some important parts of the broader literature on inference in partially identified models and conclude by providing some …

This paper introduces a bootstrap-based inference method for functions of the parameter vector in a moment (in …. Our inference method controls asymptotic size uniformly over a large class of data distributions. The current literature … inference. Relative to projection-based procedures, our method presents three advantages: (i) it weakly dominates in terms of …